The template it checks
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EBA's formula. Cells are written as {template, row, column, sheet}.
if ({C_101.00,,c0070,} = {{[eba_qPL:qx2078]}}) then ({C_101.00,,c0060,} = 1) else TrueOther rules on C 101.00
- A check on details on exposures in low default portfolios (v6170_m)Not run yet
- Hyp LGD senior unsecured with negative pledge cannot be more than hyp LGD senior unsecured without negative pledge (v6175_m)Warning
- If CCF is at most 1, EAD cannot be more than exposure after CRM substitution effects pre conversion factors plus EAD times 0.01 (v6176_m)Warning
- A check on details on exposures in low default portfolios (v6184_m)Not run yet
- Each of the three values it checks in details on exposures in low default portfolios cannot be more than 1.5 (v6196_m)Warning
- CCF cannot be more than 1.2 (v4918_m)Warning
- PD cannot be more than 1 (v4913_m)Warning
- None of the twelve values it checks in details on exposures in low default portfolios can be negative (v4323_s)Warning
Every SBP credit risk rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.